Christian M. Dahl

Available identifiers

Publication	Date of Publication	Type
Asymptotic normality of the MLE in the level-effect ARCH model	2022-01-14	Paper
Semiparametric inference in a GARCH-in-mean model	2016-08-15	Paper
Nonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failure	2014-06-11	Paper
Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary	2013-06-14	Paper
Chapter 15 Nonlinear Modeling of the Changing Lag Structure in U.S. Housing Construction	2007-07-23	Paper
The Formation of Inflation Expectations under Changing Inflation Regimes	2006-01-27	Paper
Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle	2006-01-27	Paper
An investigation of tests for linearity and the accuracy of likelihood based inference using random fields	2003-08-07	Paper
Testing for neglected nonlinearity in regression models based on the theory of random fields	2003-05-04	Paper

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